NEIL CAVUTO, HOST OF "YOUR WORLD": Now, imagine talking to a group where you know more than nine out of 10 in the audience don't much like you, or at least strongly prefer your opponent.

Imagine being Mitt Romney speaking to the NAACP today, let's just say not a solid Republican demographic.

Welcome, everybody. I'm Neil Cavuto.

And Barack Obama got 96 percent -- 96 percent -- of the African-American vote four years ago. He polls similarly strongly today. Enter Mitt Romney to say he would be a better presidential choice for them today.

That went surprisingly OK for him that is until Mitt Romney started ripping the president's health care law, then this:

(BEGIN VIDEO CLIP)

MITT ROMNEY (R), PRESIDENTIAL CANDIDATE: If our goal is jobs, we have to stop spending over $1 trillion more than we take in every year.

(APPLAUSE)

ROMNEY: And, so -- and, so, to do that, I'm going to eliminate every nonessential expensive program I can find. That includes ObamaCare. And I'm going to work to reform and save...

(BOOING)

(END VIDEO CLIP)

CAVUTO: All right, that -- that went well.

Then Mitt Romney with me, and only me, moments later fondly recalling that moment.

(BEGIN VIDEOTAPE)

ROMNEY: I think we expected that, of course. But, you know, I'm going to give the same message to the NAACP that I give across the country, which is that ObamaCare is killing jobs.

And if jobs is the priority, then we're going to have to replace ObamaCare with something that actually holds down health care costs, as opposed to causing more spending for the government and more spending for American families.

CAVUTO: Obviously, that didn't sit well with everyone in that room, Governor. And, as you know, four years ago, Barack Obama got 96 percent of the black vote.

Do you expect to chip away on that?

ROMNEY: I do, actually. And I spoke with a number of African-American leaders after the event and they said, you know, a lot of folks don't want to say they will not vote for President Obama but they are disappointed in his lack of policies to improve our schools, disappointed in urban policy, disappointed in the economy, 14.4 percent rate of unemployment among African-Americans today.

The president has not been able to get the job done. People want to see someone who can get this economy going. So I expect to get African-American votes. And, by the way, at the end of my speech, having a standing ovation was -- was generous and hospitable on the part of the audience.

And I believe that while we disagree on some issues like ObamaCare, on a lot issues, people see eye to eye. They want someone who can get the economy going again.

CAVUTO: You know, Governor you had mentioned in the context of your remarks what your father had done as governor of Michigan, how he had obviously put civil rights not only within the Constitution of the state, but pushed hard to fight housing discrimination when he became a Cabinet secretary for Richard Nixon.

Many have turned that reflection around on your dad to your dad releasing his tax returns, and you not. And it's become this big battle back and forth. How do you feel about that? Do you feel a need that you should release more data to, at the very least, quiet critics down?

ROMNEY: You know the Democrats are always going to be critics.

We've of course released all of the financial statements that are required by law, and then released two years of tax returns. The most recent year, we'll be releasing as soon as that's prepared. So tax information is there. Other financial disclosure is there, the same information level that John McCain and John Kerry, for that matter, released when they were running for president.

So, they're always going to be after me for one thing or the other. But, you know, I know the president wants to talk about transparency. I'm glad that he wants to talk about transparency, because he has used executive privilege to prevent the American people from knowing the truth about what happened with the Fast and Furious program.

And that resulted in the loss of life of Americans. I think it's time for him to open up transparency and to do something which frankly is called upon by the American people to know what happened and get to the bottom of this very outrageous, scandalous activity.

CAVUTO: Maybe because the economy has been struggling, the president and Democrats in general have turned their attention to trying to make you the issue, maybe your wealth the issue, maybe your Bain Capital days the issue.

And a lot of your staunchest defenders, Governor, say you're not responding aggressively enough, that you're not espousing the virtues of private capital that it's not a risk like public tax money, but that you're not doing that. Are you waiting for the fall? Or are you just feeling that these arguments aren't worthy of counter?

ROMNEY: Well, I of course respond to the attacks that come.

But, you know, they say in politics, if you're responding, you're losing. I think the better course for our campaign is to respond to the attacks as being completely off-base. For instance, independent fact- checkers have found them to be false and misleading. We point that out. We put that out in ads as well. But perhaps, most importantly, every day I go out and give a speech, I talk about the issue people care about. And that is the failure of the president's policies to reignite this economy.

And I know there are all these attacks coming my way, but I saw with the Washington Post poll -- I think it was this morning -- showing that the president's support has not grown at all. Mine has not been diminished by his attacks. People -- people are really tired of this kind of petty attack that comes day in and day out from politicians like the president.

And they want to see someone who talks about the issues they care about, good schools and good jobs. The president wants to make this a campaign about attacking wealth. I want to make it a campaign about helping the middle class.

CAVUTO: Governor, you mentioned polls in The Washington Post and others. And there are so many ways to look at this, sir, but one that I found interesting, that among married voters, you're heavily favored 51- 38 percent, but among unmarried voters, the president has a 20-point lead.

Why do you think that is?

ROMNEY: Gee, I haven't seen that one, Neil. And there must be a reason for it. I just don't know what it is.